January

Row

January Return

-0.53

January Year to Date Return

-0.53

January Net Asset Value

6.27

Row

Year to Date

Row

Last Month Return

-0.53

Year to Date Return

-0.53

Net Asset Value

6.27

Row

History

Row

Last Month Return

-0.53

Year to Date Return

-0.53

Net Asset Value

6.27

Row

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -2.70 1.38 -1.86 2.94 -0.37 0.98 -1.37 1.69 -3.88 -0.96 0.54 -0.62 -4.35
2020 6.15 1.98 7.02 -0.44 -3.32 1.02 -0.54 -0.83 -4.36 -0.97 -1.53 0.75 4.40
2021 -0.53 NA NA NA NA NA NA NA NA NA NA NA -0.53

Risk Statistics

Row

Sharpe

-0.03

Sortino

-0.07

Omega

0.01

Skewness

0.73

Kurtosis

0.9

Row

Time Window Analysis

Statistic 1 Month 3 Month 6 Month 1 Year 2 Year
Best 7.02 15.85 18.50 14.45 2.08
Worst -4.36 -7.86 -11.26 -4.37 -0.15
Average 0.01 0.27 1.11 5.91 0.96
Median -0.53 -1.05 0.94 5.16 0.96
Last -0.53 -1.33 -7.32 -2.16 2.08
Winning (%) 44.00 39.13 55.00 85.71 50.00
Avg. Pos. Period 2.44 6.07 7.24 7.44 2.08
Avg. Neg. Period -1.90 -3.47 -6.37 -3.26 -0.15
# Of Periods 25.00 23.00 20.00 14.00 2.00

Risk Statistics

Statistic Value
Annualized Std.Deviation 9.68
Maximum Drawdown 12.63
Month to Recover 10.00
Worst Month -4.36
Losing Months (%) 56.00
Average Losing Month -1.90
Loss Deviation 1.36
Correlation vs MSCI World TR -0.34
Correlation vs Bloomberg Agri -0.48

Return Statistics

Statistic Value
Last Month -0.53
Year To Date -0.53
3 Month ROR -1.33
12 Month ROR -2.16
36 Month ROR NA
Total Return -0.68
Compound ROR -0.33
Best Month 7.02
Winning Months (%) 44.00

Row

Drawdown Report

Number Depth (%) Length (Months) Recovery (Months) Start End
1 -12.63 10 NA 2020-05-31 NA
2 -4.89 5 1 2019-09-30 2020-01-31
3 -3.19 6 3 2019-01-31 2019-06-30
4 -1.37 2 1 2019-07-30 2019-08-30

Monte Carlo Risk

Row

Best Draw

5.17

Worst Draw

22.78

Average Draw

10.9

Row